TGLB vs. IDV

Last updated Jun 6, 2026

TGLB (T. Rowe Price Global Equity ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. A 0.60 correlation means they provide meaningful diversification when combined. TGLB charges 0.46%/yr vs 0.49%/yr for IDV.

Performance

TGLB vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TGLB achieves a 8.79% return, which is significantly lower than IDV's 10.59% return.

TGLB

• 1D: -3.09%
• 1M: 0.39%
• YTD: 8.79%
• 6M: 8.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDV

• 1D: -1.63%
• 1M: -3.04%
• YTD: 10.59%
• 6M: 13.56%
• 1Y: 33.61%
• 3Y*: 24.40%
• 5Y*: 11.60%
• 10Y*: 9.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025
TGLB T. Rowe Price Global Equity ETF	8.79%	3.38%
IDV iShares International Select Dividend ETF	10.59%	18.12%

Correlation

The correlation between TGLB and IDV is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025	0.60

TGLB vs. IDV - Sectors Allocation Comparison

Sectors	TGLB	IDV
Technology	32.3%	0.9%
Financial Services	15.7%	30.1%
Communication Services	9.0%	10.0%
Consumer Cyclical	8.4%	9.6%
Industrials	6.5%	6.7%
Basic Materials	6.0%	5.8%
Energy	3.5%	15.6%
Healthcare	3.1%	-
Consumer Defensive	1.1%	7.2%
Utilities	0.9%	11.8%
Real Estate	-	2.4%

Return for Risk

TGLB vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDV

IDV Risk / Return Rank: 80
IDV Sharpe Ratio Rank: 82
IDV Sortino Ratio Rank: 78
IDV Omega Ratio Rank: 81
IDV Calmar Ratio Rank: 79
IDV Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TGLB vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) and iShares International Select Dividend ETF (IDV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TGLB	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.61	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.21	+0.74

Drawdowns

TGLB vs. IDV - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for TGLB and IDV.

Drawdown Indicators

	TGLB	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-9.78%	-70.14%	+60.36%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.52%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.50%	—
Current Drawdown Current decline from peak	-3.48%	-4.30%	+0.82%
Average Drawdown Average peak-to-trough decline	-1.80%	-15.39%	+13.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.25%	—

Volatility

Volatility by Period

	TGLB	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	12.94%	+1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.06%	15.55%	-1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.06%	17.94%	-3.88%

TGLB vs. IDV - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

TGLB vs. IDV - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than IDV's 4.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.52%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
TGLB T. Rowe Price Global Equity ETF	0.18%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TGLB and IDV in my portfolio?

TGLB and IDV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TGLB or IDV?

On fees, TGLB is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TGLB or IDV?

TGLB is cheaper with a 0.46% expense ratio, compared with 0.49% for IDV.

Which ETF pays a higher dividend yield, TGLB or IDV?

IDV has the higher dividend yield at 4.52%, compared with 0.18% for TGLB.

What is the main difference between TGLB and IDV?

They also come from different issuers: T. Rowe Price and iShares. Their fees differ too: 0.46% for TGLB and 0.49% for IDV.